Season the filets with salt and pepper. In a small bowl, combine the yogurt, cornstarch, horseradish, dry mustard, Parmesan cheese, lemon juice, dill and capers. Dip each filet in the sauce and lay in a baking dish coated with nonstick cooking spray. If extra sauce, spread over fish. Bake for 15 to 20 minutes, or until the fish flakes with a fork.